-9.3%
SMCI vs EPAM
-30.2%
+20.9%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.5% | -2.8% | -3.3% |
| 7D | +5.2% | -2.2% | +7.4% | +5.1% |
| 30D | +23.7% | +17.8% | +6.0% | +25.3% |
| 3M | -4.2% | +19.9% | -24.1% | +0.2% |
| 6M | +21.7% | -21.6% | +43.3% | +30.2% |
| YTD | +33.0% | -44.0% | +77.0% | +47.3% |
| 1Y | -9.3% | -30.5% | +21.2% | -4.7% |
| All | -9.3% | -30.2% | +20.9% | -4.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EPAM.
Daily Out/Under-Performance
Portfolio return minus EPAM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EPAM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded EPAM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling